相关论文: Finite Difference Schemes as a Matrix Equation
Finite difference schemes are here solved by means of a linear matrix equation. The theoretical study of the related algebraic system is exposed, and enables us to minimize the error due to a finite difference approximation, while building…
The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
A new DRP scheme is built, which enables us to minimize the error due to the finite difference approximation, by means of an equivalent matrix equation.
A Mathematica based program has been elaborated in order to determine the symmetry group of a finite difference equation, by means of its differential representation. The package provides functions which enable us to solve the determining…
We establish several finiteness properties of groups defined by algebraic difference equations. One of our main results is that a subgroup of the general linear group defined by possibly infinitely many algebraic difference equations in the…
Finite differences have been widely used in mathematical theory as well as in scientific and engineering computations. These concepts are constantly mentioned in calculus. Most frequently-used difference formulas provide excellent…
In this work, we describe how to approximate solutions of some partial differential equations using the finite difference method defined on the Minkowski self-similar curve.
A unified framework to derive optimized compact schemes for a uniform grid is presented. The optimal scheme coefficients are determined analytically by solving an optimization problem to minimize the spectral error subject to equality…
We discuss the solution of regular and singular Sturm-Liouville problems by means of High Order Finite Difference Schemes. We describe a code to define a discrete problem and its numerical solution by means of linear algebra techniques.…
Lattice Boltzmann schemes rely on the enlargement of the size of the target problem in order to solve PDEs in a highly parallelizable and efficient kinetic-like fashion, split into a collision and a stream phase. This structure, despite the…
Approximate group analysis technique, that is, the technique combining the methodology of group analysis and theory of small perturbations, is applied to finite-difference equations approximating ordinary differential equations.…
Symmetry preserving difference schemes approximating second and third order ordinary differential equations are presented. They have the same three or four-dimensional symmetry groups as the original differential equations. The new…
We present useful connections between the finite difference and the finite element methods for a model boundary value problem. We start from the observation that, in the finite element context, the interpolant of the solution in one…
Results of research of possibility of transformation of a difference equation into a system of the first-order difference equation are presented. In contrast to the method used previously, an unknown grid function is split into two new…
In solving diffusion problems, it is common to consider the finite difference equation to be an approximation to the differential equation. Nevertheless, history shows that the finite difference equation is primitive and that the…
In this paper implicit and explicit exact difference schemes (EDS) for system $\textbf{x}' = A\textbf{x}$ of three linear differential equations with constant coefficients are constructed. Numerical simulations for stiff problem and for…
We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…
In this article I present a fast and direct method for solving several types of linear finite difference equations (FDE) with constant coefficients. The method is based on a polynomial form of the translation operator and its inverse, and…
We apply symmetry and invariance methods to analyse systems of difference equations. Non trivial symmetries are derived and their exact solutions obtained.